+31.7%
WEC vs RGEN
-42.7%
+74.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | +2.8% | -2.5% | +0.2% |
| 3M | -2.9% | +34.5% | -37.4% | -3.9% |
| 6M | -5.9% | +40.5% | -46.4% | -7.1% |
| YTD | +4.1% | +2.8% | +1.3% | +3.9% |
| 1Y | +3.1% | +39.6% | -36.5% | +1.6% |
| 3Y | +40.8% | +4.4% | +36.4% | +38.9% |
| 5Y | +31.7% | -42.8% | +74.5% | +28.5% |
| All | +31.7% | -42.7% | +74.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling